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Back to topHarmonic Analysis and the Theory of Probability (Dover Books on Mathematics) (Paperback)
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Description
This classic text emphasizes the stochastic processes and the interchange of stimuli between probability and analysis. Non-probabilistic topics include Fourier series and integrals in many variables; the Bochner integral; and the transforms of Plancherel, Laplace, Poisson, and Mellin. Most notable is the systematic presentation of Bochner''s characteristic functional. 1955 edition.